Recent development of covariance structure analysis in economics

Autor:	Kazuhiko Hayakawa
Rok vydání:	2021
Předmět:	Statistics and Probability Estimation Economics and Econometrics Development (topology) Structure analysis Econometrics Inference Endogeneity Statistics Probability and Uncertainty Covariance Missing data Mathematics Panel data
Zdroj:	Econometrics and Statistics.
ISSN:	2452-3062
DOI:	10.1016/j.ecosta.2021.10.002
Popis:	A survey on the recent development of covariance structure analysis (CSA) in economics is provided. First, estimation, inference, specification tests, and the treatment of missing values are discussed for a general CSA model. Subsequently, to demonstrate the applications of CSA in economics, statistical analyses of income dynamics and panel regression models with endogeneity are examined. Finally, some future research directions are discussed.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::5dad703e3df1cc8d2cf32dbf1e03a87a https://doi.org/10.1016/j.ecosta.2021.10.002 Zobrazit plný text záznamu Full Text from ScienceDirect